+2,626.6%
JCI vs MTCH
+14,456.1%
-11,829.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +4.1% | -2.4% | +6.5% | +4.5% |
| 30D | -3.8% | +12.8% | -16.6% | -5.7% |
| 3M | -1.6% | +20.0% | -21.6% | -4.8% |
| 6M | +9.5% | +34.7% | -25.2% | +3.8% |
| YTD | +21.7% | +30.6% | -8.8% | +15.8% |
| 1Y | +37.1% | +10.9% | +26.2% | +33.7% |
| 3Y | +165.2% | -2.0% | +167.2% | +158.4% |
| 5Y | +110.3% | -72.6% | +182.9% | +141.7% |
| 10Y | +341.0% | +197.9% | +143.1% | +223.1% |
| All | +2,626.6% | +14,456.1% | -11,829.4% | +1,435.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling